I was a bit surprised when I realized that not everybody visited all the lower level dungeons in World of Warcraft. So I started to think why you would, or wouldn't visit places like Blackfathom Deeps or Gnomeregan or Maraudon.
The one objective reason, detached from all considerations of subjectively preferred play style, is that dungeons give much better loot than soloing and questing. Even places as low as the Deadmines drop several blue bind-on-pickup loot items per run, plus lots of green items. Getting blue items from non-dungeon, non-elite quests is nearly impossible, and blue bind-on-equip world drop items are very rare. In just two trips to the Deadmines I got three blue items for my pally, two drops and the quest reward for finishing the dungeon. My only other possibility to get blue items would be crafting, which isn't cheap, or buying from the AH, which is even less cheap.
Another good reason to visit dungeons is the natural desire to see everything in the game. A pirate ship floating in an underground cavern is an interesting place to explore. Of course not all dungeons are interesting, for example the Stockades are plain boring.
Going to dungeons at an appropriate level means going with a group. There are good sides to play in a group: You get to meet new people, or play with old friends. And you get training in how to play your character class in group situations, which is often much different from soloing. I would not recommend going from solo play directly to raiding without having had lots of group experience. And dungeons are a good place to really train this, because they are challenging. You can form a group in the outside world and hunt wolves, but that is usually so trivial that you don't learn much from it.
But the necessity to form a group is also the major negative point of dungeons. Groups are not always easy to set up. And groups need a good amount of continuous time, first for getting the people together, and then for finishing the dungeon. Leaving in the middle of the dungeon is frowned upon, because that usually destroys the event for everybody.
How hard it is to set up a group depends on the situation. If you are one of the classes that is highly sought after for groups (warrior, priest, mage), you can usually find a group pretty fast. Other classes, especially hunters, have problems getting invited. Then the demography of your server and side plays a role. On a newer server, where more people are of lower levels, it is easy to find a lower level group. On an old server where over half of the people online are level 60, finding a group for a low level dungeon is much harder. Alliance outnumbers Horde on all servers, so finding a group on the Alliance side is easier than on the Horde side, simply because there are more people of the right level range. While you can't do much about these factors, one thing you can do is join a guild with lots of people of your level who like to group, which is one of the most fun ways to group.
Which brings me to the next negative point of dungeon groups, the infamous pickup groups. Just like in real life, not everybody in the World of Warcraft is polite, mature, and competent. Forming a group and then finding that the people you grouped with are rude, greedy, and tend to cause the whole group to wipe is not a pleasant way to spend an evening. Again I can only recommend guild groups, because guilds discourage the most blatant forms of bad behavior, by kicking people out that don't behave. But of course you will always first have to group with strangers, because some strangers are just friends you haven't met yet.
The last negative point I would like to mention is that dungeons restrict with whom you can play. If you want a fun dungeon experience and good loot, you don't visit instances that are much lower in level than you are. But if you are of the appropriate level, your group needs a good balance of classes. You usually want to have one warrior in the group to tank. That can be replaced by a paladin or shaman, but that already weakens the group. If your group uses a pet or a rogue to tank, you won't get far. Similar things are true for healing: Ideally you want a priest, and if you can't have that, a druid, or two lesser healers like paladins or shaman. The damage dealing function of a group is usually less of a problem. A mage is nice, but many other classes will do. All that means that if your band of friends is three hunters, a rogue, and a warlock, you won't have much success in playing together. Although non-classical groups can be fun, if you have enough hybrids. One of my very first groups was 5 shamans going to Ragefire Chasm, and that was a blast.
In the balance I think that if you have the time to play a dungeon, it is well worth it. Whether you are "achiever", "explorer", or "socializer", dungeons offer something for everybody. Grouping isn't always easy, but the additional effort of forming a group is rewarded by better loot. And who knows, you might end up making some friends, and that is even better than the phattest loot.
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